MATH 110B LEC A: OPTIMIZATION II (44975)

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 Meeting Information

 Instructor Information

  • Room: SSTR 103
  • Day & Time: M W F 9:00 - 9:50
  • Office Hour:
    Wed 12 - 1 pm,  Fri 11:30 - 12:30 
  • Office: 510F Rowland Hall
  • Discussions:
    Tu, Th 9:00-9:50 am at RH 114
 

 

Textbook

  • Main reference: Numerical Optimization (electronic version) by J. Nocedal and S. Wright.
 

Main Topics

  • Neural Network and Stochastic Gradient Descent Methods (Ch 13)
  • Global Search Algorithms (Ch 14)
  • Problem with Equality Constraints (Ch 20)
  • Problem with Inequality Constraints (Ch 21)
  • Convex Optimization Problems (Ch 22)
  • Algorithms for Constrained Optimization (Ch 23)
  • Introduction to Linear Programming (Ch 15)
  • Simplex Method (Ch 16)

Homework and Exams

  • 5 homework
  • 3 projects
  • 1 mid exam (Feb 10, Monday 9:00 - 9:50)
  • 1 final exam (Mar 18, Wednesday 8:00 - 10:00 )

Mid-exam: 20%;   Final Exam: 35%;  Homework and Project: 45%.

 

Course Summary:

Date Details Due